Sources for Statistics 610, Fall 2013

Revised: 2 Oct 2013

These works should be available to Yale students for free:
  • Lehmann and Casella Theory of point estimation [Online book]
  • Lehmann and Romano Testing Statistical Hypotheses [Online book]
  • R. R. Bahadur's lectures on the theory of estimation: Edited and with a preface by Stephen M. Stigler, Wing Hung Wong and Daming Xu [Online book]
  • DasGupta, Anirban. Selected Works of Debabrata Basu [Online book]
  • Lehmann, Erich L. Fisher, Neyman, and the Creation of Classical Statistics [Online book]
  • Efron, Bradley The jackknife, the bootstrap, and other resampling plans [Online book]
  • Huber, Peter J. (1996) Robust Statistical Procedures (Second edition) [Online book]
  • Huber, Peter J (1981) Robust statistics [Online book]
  • Lawrence D. Brown (1986) Fundamentals of statistical exponential families with applications in statistical decision theory, Institute of Mathematical Statistics Lecture Notes--Monograph Series, Volume 9 [Online book]
Journal articles (available through Yale University Library):
  • The online journals Statistical Science and Statistics Surveys contain many excellent discussion and expository articles.
    • Lehmann, E. L. (1990) Model Specification: The Views of Fisher and Neyman, and Later Developments, Statistical Science, Vol. 5, No. 2, pp. 160-168. [euclid]
    • Cox, D. R. (1990) Role of models in statistical analysis, Statistical Science, Vol. 5, No. 2, pp. 169-174. [euclid]
    • Breiman, Leo (2001) Statistical Modeling: The Two Cultures (with discussion) Statistical Science, Vol. 16, No. 3, 199–231. [euclid]
    • Efron, Bradley (2003) Second Thoughts on the Bootstrap Statist. Sci. Volume 18, 135-140. [euclid]
    • Kass, Robert E. (2011) Statistical Inference: The Big Picture (with discussion pp 10-20), Statist. Sci. Volume 26, Number 1, 1-9. [euclid]
    • Statistical Science 27(4) 2012, special issue on sparsity and regularization methods
  • Collected Papers of R.A. Fisher Relating to Statistical & Mathematical Theory and Applications
    • On the Mathematical Foundations of Theoretical Statistics, Philosophical Transactions of the Royal Society, A: 222: 309-368 (1922) [CP 2440/15172]. (Better to get whole paper through JSTOR.)
    • On the Interpretation of x2from Contingency Tables, and the Calculation of P Journal of the Royal Statistical Society, 85: 87-94 (1922) [CP 2440/15173]
    • Theory of Statistical Estimation, Proceedings of the Cambridge Philosophical Society, 22: 700-725 (1925) [CP 2440/15186]
    • On a Property Connecting the X2 Measure of Discrepancy with the Method of Maximum Likelihood Atti del Congresso Internazionale dei Matematici, Bologna, 6: 95-100 (1928) [CP 2440/15197]
  • John W. Tukey The Future of Data Analysis, Annals of Mathematical Statistics, Vol. 33, No. 1 (Mar., 1962), pp. 1-67 [JSTOR ]
  • Kagan and Shepp A Sufficiency Paradox: An Insufficient Statistic Preserving the Fisher Information, The American Statistician, February 2005, Vol. 59, No. 1, 54-56 [JSTOR]
  • Richard D. Gill and Boris Y. Levit, Applications of the van Trees Inequality: A Bayesian Cramér-Rao Bound, Bernoulli, Vol. 1, No. 1/2 (Mar. - Jun., 1995), pp. 59-79 [JSTOR]
Other sources:
These sources are not free: